A range accrual swap in which the observation rate is based on a constant maturity swap (CMS) rate, rather than...
A super flexible cap in which the notional amount is automatically rolled forward if not used by the holder. In...
A swap that comes into effect two business days from its trade date. The value date of a spot start...
A hedge that requires no changes to its components once it is initiated. That is, the hedge will not need...
An option in which payment of the premium is deferred until the expiration of the option. A Boston option is...
A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains below a...
A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains above a...
A variance swap that allows investors to take exposure on a specific level of volatility provided that the underlying has...
A swap in which the counterparties exchange payments based on a notional principal specified in a portfolio of stocks. It...
A hedging technique (also a type of leapfrogging) which is used to provide cover for a series of exposures such...